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Age Dependent Investing : Optimal Funding and Investment Strategies in Defined Contribution Pension Plans when Members are Rational Life Cycle Financial Planners
Blake, David P. - 2011
A defined contribution pension plan allows consumption to be redistributed from the plan member's working life to retirement in a manner that is consistent with the member's personal preferences. The plan's optimal funding and investment strategies therefore depend on the desired profile of...
Persistent link: https://www.econbiz.de/10013118087
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
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Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 38 (2014), pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - 2011
Persistent link: https://www.econbiz.de/10009537381
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Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David; Wright, Douglas; Zhang, Yumeng - 2011
Persistent link: https://www.econbiz.de/10009537388
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The effect of longevity drift and investment volatility on income sufficiency in retirement
Mayhew, Leslie; Smith, David; Wright, Douglas - In: Insurance / Mathematics & economics 78 (2018), pp. 201-211
Persistent link: https://www.econbiz.de/10011825263
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Time series data mining with an application to the measurement of underwriting cycles
Owadally, Iqbal; Zhou, Feng; Otunba, Rasaq; Lin, Jessica; … - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 3, pp. 469-484
Persistent link: https://www.econbiz.de/10012180640
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Age-Dependent Investing : Optimal Funding and Investment Strategies in Defined Contribution Pension Plans When Members are Rational Life Cycle Financial Planners
Blake, David P. - 2016
A defined contribution pension plan allows consumption to be redistributed from the plan member's working life to retirement in a manner that is consistent with the member's personal preferences. The plan's optimal funding and investment strategies therefore depend on the desired profile of...
Persistent link: https://www.econbiz.de/10012997297